I already disabled/reenabled, installed, deleted the prev for dev app, but my firmware still stays at 02061.00066.14253.40002.

Any idea?

Edit: I found out, my phone is a Danish country variant.
Strange, though I bought it from a German shop.

Is there any way to change the phone from Danish to German?

It is possible to change from Danish to German, but please understand that there is an element of risk flashing from one cv variant to another. Both Danish & German variants are RM-937. You may find instructions on how to flash from one Rom to another at this link: [Tutorial] Flash/unbrand Lumia devices | Windows Phone 8 Development and Hacking | XDA Forums
Though if I was you, I would wait a little longer as the Denim update will appear fairly soon to the Danish variant, whereas all you'll have to do then is just change language, keyboard & speech settings, without the need to go down the risky route of flashing your expensive phone.